| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.12.25
05:28:39 |
|
-
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-
|
CHF |
| Volume |
-
|
-
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| Trading hours for this product: 8:00 – 21:45 | ||||
| Closing prev. day | 0.660 | ||||
| Diff. absolute / % | -0.02 | -2.94% | |||
| Last Price | - | Volume | - | |
| Time | - | Date | - |
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
| Name | Call-Warrant |
| ISIN | CH1444282516 |
| Valor | 144428251 |
| Symbol | ARULJB |
| Strike | 35.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 23/05/2025 |
| Date of maturity | 18/09/2026 |
| Last trading day | 18/09/2026 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
| Intrinsic value | 0.37 |
| Time value | 0.27 |
| Implied volatility | 0.33% |
| Leverage | 4.43 |
| Delta | 0.73 |
| Gamma | 0.04 |
| Vega | 0.11 |
| Distance to Strike | -3.71 |
| Distance to Strike in % | -9.58% |
| Average Spread | 2.37% |
| Last Best Bid Price | 0.65 CHF |
| Last Best Ask Price | 0.66 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 409,649 |
| Average Sell Volume | 136,550 |
| Average Buy Value | 279,377 CHF |
| Average Sell Value | 95,126 CHF |
| Spreads Availability Ratio | 4.95% |
| Quote Availability | 103.16% |